SCAD-penalized regression for varying-coefficient models with autoregressive errors

DOI10.1016/j.jmva.2015.02.004zbMath1329.62263OpenAlexW2060732235MaRDI QIDQ2348446

Degao Li, Jia Qiu, Jin-hong You

Publication date: 12 June 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.02.004

zbMATH Keywords

local linear regressionSCAD penaltyvarying-coefficientautoregressive errorpre-whitening transformation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Statistical inference of locally stationary functional coefficient models

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